+48.2%
XOP vs GD
+190.6%
-142.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | +0.3% |
| 7D | -14.7% | -5.0% | -9.7% | -11.2% |
| 30D | -7.7% | +8.9% | -16.6% | -13.7% |
| 3M | +4.4% | -8.0% | +12.5% | +11.0% |
| 6M | +3.5% | +2.9% | +0.6% | -0.5% |
| YTD | +39.4% | +7.1% | +32.3% | +28.0% |
| 1Y | +39.8% | +5.9% | +33.9% | +29.2% |
| 3Y | +29.7% | +53.9% | -24.2% | -15.7% |
| 5Y | +78.6% | +95.4% | -16.8% | -7.2% |
| All | +48.2% | +190.6% | -142.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling